SMI: Swiss Market Index
In SDD: Serial Dependence Diagrams
Description
Usage
Format
Source
References
See Also
Description
The SMI dataset consists of 660 daily returns of the Swiss Market Index spanning the period from August 12th, 2009, to March 6th, 2012 (the share prices used to compute the daily returns are downloadable from http://finance.yahoo.com/).
Usage
1
Format
A time series object
Source
Yahoo!Finance (2013) http://finance.yahoo.com/
References
Bagnato L, De Capitani L, Mazza A, Punzo A (2015). SDD: An R Package for Serial Dependence Diagrams. Journal of Statistical Software. 64(2), 1-19 URL: http://www.jstatsoft.org/v64/c02/
Bagnato L, De Capitani L, Punzo A (2014). Detecting Serial Dependencies with the Reproducibility Probability Autodependogram. Advances in Statistical Analysis, 98(1), 35-61.
Bagnato L, Punzo A (2013). Using the Autodependogram in Model Diagnostic Checking. In N Torelli, F Pesarin, A Bar-Hen (eds.), Advances in Theoretical and Applied Statistics, volume XIX of Studies in Theoretical and Applied Statistics, pp. 129-139. Springer-Verlag, Berlin Heidelberg.
See Also
SDD documentation built on May 2, 2019, 9:26 a.m.
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Description Usage Format Source References See Also
Description
The SMI dataset consists of 660 daily returns of the Swiss Market Index spanning the period from August 12th, 2009, to March 6th, 2012 (the share prices used to compute the daily returns are downloadable from http://finance.yahoo.com/).
Usage
1 |
Format
A time series object
Source
Yahoo!Finance (2013) http://finance.yahoo.com/
References
Bagnato L, De Capitani L, Mazza A, Punzo A (2015). SDD: An R Package for Serial Dependence Diagrams. Journal of Statistical Software. 64(2), 1-19 URL: http://www.jstatsoft.org/v64/c02/
Bagnato L, De Capitani L, Punzo A (2014). Detecting Serial Dependencies with the Reproducibility Probability Autodependogram. Advances in Statistical Analysis, 98(1), 35-61.
Bagnato L, Punzo A (2013). Using the Autodependogram in Model Diagnostic Checking. In N Torelli, F Pesarin, A Bar-Hen (eds.), Advances in Theoretical and Applied Statistics, volume XIX of Studies in Theoretical and Applied Statistics, pp. 129-139. Springer-Verlag, Berlin Heidelberg.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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